When you ask questions on a forum, instead of just asking "What is X?" where X is a concept which is well-known to others but not yet to you, you could just use a search engine and look for X. In this case the first link returned for my search is the Wikipedia article about connection pools:
http://en.wikipedia.org/wiki/Connection_pool
So read that for a start.
Now, how to use it in your JSP? First of all
you should not use a database connection in your JSP, no matter where it comes from. Use it in a
servlet which connects to the database and collects up the data which the JSP will later display. Aside from that, the usual thing to do is to use the features built into your
Java EE container where the JSP runs. One of those features is to configure a pool of connections for use in your application. You should find out how to do that in its documentation, or in its administration application if it has one.